+9,018.2%
VRTX vs STZ
+10,752.7%
-1,734.5%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.3% |
| 7D | -2.1% | +4.9% | -7.0% | -3.2% |
| 30D | +8.2% | +20.9% | -12.7% | +3.4% |
| 3M | +13.0% | +8.0% | +5.0% | +10.7% |
| 6M | +27.9% | -5.3% | +33.2% | +28.7% |
| YTD | +20.7% | +5.9% | +14.7% | +17.3% |
| 1Y | +31.4% | +14.2% | +17.2% | +25.3% |
| 3Y | +41.8% | -37.0% | +78.8% | +53.8% |
| 5Y | +183.7% | -29.7% | +213.4% | +197.7% |
| 10Y | +592.9% | +5.2% | +587.7% | +535.6% |
| All | +9,018.2% | +10,752.7% | -1,734.5% | +3,236.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling